+295.8%
FTI vs BIDU
-48.7%
+344.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -4.4% | -8.1% | +3.7% | -2.6% |
| 30D | +1.5% | -12.8% | +14.3% | +4.2% |
| 3M | +8.2% | -21.3% | +29.5% | +13.2% |
| 6M | +18.8% | -27.0% | +45.8% | +25.2% |
| YTD | +71.7% | -30.0% | +101.7% | +81.9% |
| 1Y | +90.0% | -18.3% | +108.3% | +91.8% |
| 3Y | +270.5% | -33.8% | +304.3% | +280.6% |
| 5Y | +1,084.5% | -44.3% | +1,128.8% | +1,077.9% |
| All | +295.8% | -48.7% | +344.5% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling